Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.555 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47494.14 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46099.29 Kr¶

PnL: ---------------------------------------> -789.28 Kr¶

DD now: ---------------------------------> -2.335 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 14:40:56.447853'

Anic Portfolio¶

Today¶

Return: -0.79 %¶

This Week¶

Return: -1.379 %¶

Total¶

Return: 55.484 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -3.850000 3114.800000 143.800000 4.840000 2971.000006
HEBA B 70 -2.130000 2737.000000 101.000000 3.830000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 0.520000 427.600000 72.600000 20.450000 355.000000
Corem Property Group B 59 -2.240000 643.100000 66.100000 11.460000 576.999999
HMS Networks 2 -1.120000 707.600000 34.600000 5.140000 673.000000
Eastnine 4 -0.160000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -2.830000 559.680000 16.680000 3.070000 543.000000
Samhällsbyggnadsbo. i Norden D 12 1.780000 260.160000 14.160000 5.760000 246.000000
OEM International B 7 -1.400000 541.100000 13.100000 2.480000 527.999997
Coor Service Management Hold. 8 0.070000 544.800000 12.800000 2.410000 532.000000
Midsona B 63 -1.670000 594.720000 11.720000 2.010000 582.999984
Resurs Holding 22 -0.110000 583.000000 9.000000 1.570000 573.999998
Intrum 4 -0.600000 532.800000 5.800000 1.100000 527.000000
MedCap 2 -1.160000 425.000000 4.000000 0.950000 421.000000
Karnov Group 9 1.360000 538.200000 2.200000 0.410000 536.000004
Handelsbanken A 5 -1.800000 547.000000 1.000000 0.180000 546.000000
Essity B 2 -0.900000 574.800000 0.800000 0.140000 574.000000
AcadeMedia 12 0.430000 557.280000 0.280000 0.050000 557.000004
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
Swedbank A 3 -1.760000 560.100000 -3.900000 -0.690000 564.000000
Nordea Bank Abp 29 -1.210000 3448.680000 -5.320000 -0.150000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -5.050000 552.300000 -9.700000 -1.730000 562.000005
Securitas B 6 -1.210000 560.160000 -9.840000 -1.730000 570.000000
Boozt 12 0.070000 1632.000000 -22.000000 -1.330000 1653.999996
CTEK 13 -0.410000 511.030000 -22.970000 -4.300000 533.999999
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Vivesto 1368 -1.480000 545.280000 -67.720000 -11.050000 612.999432
International Petroleum Corp. 5 1.170000 518.500000 -76.070000 -12.790000 594.565215
Sampo Oyj SDB 7 -0.930000 3741.500000 -108.500000 -2.820000 3850.000000
SAAB B 8 -1.140000 3262.400000 -114.600000 -3.390000 3377.000000
OX2 18 -1.220000 1525.500000 -138.500000 -8.320000 1663.999992
Axfood 13 -0.330000 3567.200000 -188.800000 -5.030000 3756.000001
Fasadgruppen Group 35 0.200000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 2.230000 3094.000000 -268.000000 -7.970000 3361.999992
TOTAL 46099.290000 -789.280000 -2.3355% 46888.564618

Updated:¶

'2023-01-13 14:41:08.296903'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶